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Model: Kalman-auto
HQ Backtest GWB vs STL
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
GWB Great Western Bancorp Inc NYSE 2600 1.58 58.68 42.45 206516 656440
STL Sterling Bancorp Financial NYSE 5480 1.04 220.57 23.03 2910000 0
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: beta
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.02 / 0.02
Initial Capital: 5000.00 Final Equity: 3155.31
Total net P/L: -1844.69 Total ROI: -36.89 %
CAGR: -8.38 % Max. DD: 54.40 %
System Score: -2.805 Sharpe Ratio: -0.553
Start Date: 2015-04-30 End Date: 2020-07-31
Total days: 1919
Commissions: 1234.67 Comm.% P/L 202.40 %
Total Transactions: 1108 Log. Linearity: 69.419 %
Total enabled Long enabled Short GWB STL
Total Profit/Loss -610.02 -275.83 -334.19 -1318.11 708.09
Total Profit 7581.91 3596.77 3985.14 13163.71 13906.03
Total Loss 8191.93 3872.60 4319.33 14481.82 13197.94
Profit Factor 0.93 0.93 0.92 0.91 1.05
Trades 277 151 126 277 277
Winning Trades 165 96 69 137 155
Losing Trades 112 55 57 140 121
% Profitable 59.00 63.00 54.00 49.00 55.00
Profit/Loss Per Trade % -0.06 -0.07 -0.04 -0.20 -0.03
Profit Per Trade % 1.14 0.90 1.48 2.35 2.26
Loss Per Trade % 1.76 1.69 1.83 2.50 2.70
Days In Trade 855 437 418 855 855
Days In Trade (Avg. Per Trade) 3.09 2.89 3.32 3.09 3.09
% Days In Trade 44.55 22.77 21.78 44.55 44.55
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.